FGROX vs. WMKSX
FGROX (Emerald Growth Fund Institutional Class) and WMKSX (WesMark Small Company Fund) are both Small Cap Growth Equities funds. Over the past 10 years, FGROX returned 15.09%/yr vs 13.33%/yr for WMKSX. Their correlation of 0.91 means they have usually moved in the same direction. FGROX charges 0.78%/yr vs 1.24%/yr for WMKSX.
Performance
FGROX vs. WMKSX - Performance Comparison
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Returns By Period
In the year-to-date period, FGROX achieves a 23.70% return, which is significantly higher than WMKSX's 19.04% return. Over the past 10 years, FGROX has outperformed WMKSX with an annualized return of 15.09%, while WMKSX has yielded a comparatively lower 13.33% annualized return.
FGROX
- 1D
- -0.13%
- 1M
- -7.34%
- 6M
- 15.91%
- YTD
- 23.70%
- 1Y
- 51.95%
- 3Y*
- 25.37%
- 5Y*
- 11.85%
- 10Y*
- 15.09%
- ALL TIME*
- 12.98%
WMKSX
- 1D
- 0.29%
- 1M
- -3.01%
- 6M
- 11.48%
- YTD
- 19.04%
- 1Y
- 29.81%
- 3Y*
- 21.57%
- 5Y*
- 11.07%
- 10Y*
- 13.33%
- ALL TIME*
- 9.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FGROX vs. WMKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGROX Emerald Growth Fund Institutional Class | 23.70% | 31.85% | 20.04% | 19.04% | -24.42% | 3.91% | 38.92% | 28.71% | -11.85% | 28.11% |
WMKSX WesMark Small Company Fund | 19.04% | 16.19% | 22.12% | 19.42% | -20.72% | 22.81% | 36.78% | 20.32% | -13.92% | 13.21% |
Correlation
The correlation between FGROX and WMKSX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2008 | 0.91 |
The correlation between FGROX and WMKSX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
FGROX vs. WMKSX — Risk / Return Rank
FGROX
WMKSX
FGROX vs. WMKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerald Growth Fund Institutional Class (FGROX) and WesMark Small Company Fund (WMKSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FGROX | WMKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.19 | +0.29 |
| Martin ratioReturn relative to average drawdown | 12.12 | 9.97 | +2.14 |
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Drawdowns
FGROX vs. WMKSX - Drawdown Comparison
The maximum FGROX drawdown since its inception was -41.48%, smaller than the maximum WMKSX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for FGROX and WMKSX.
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Drawdown Indicators
| FGROX | WMKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.48% | -64.09% | +22.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.36% | -8.50% | -5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -28.61% | -24.20% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -38.52% | -39.84% | +1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -41.48% | -39.84% | -1.64% |
Current DrawdownCurrent decline from peak | -10.55% | -4.61% | -5.94% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -15.61% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.72% | +1.39% |
Volatility
FGROX vs. WMKSX - Volatility Comparison
Emerald Growth Fund Institutional Class (FGROX) has a higher volatility of 8.22% compared to WesMark Small Company Fund (WMKSX) at 3.63%. This indicates that FGROX's price experiences larger fluctuations and is considered to be riskier than WMKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGROX | WMKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 3.63% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 21.61% | 12.34% | +9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 17.87% | +9.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.01% | 26.07% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 23.92% | +1.44% |
FGROX vs. WMKSX - Expense Ratio Comparison
FGROX has a 0.78% expense ratio, which is lower than WMKSX's 1.24% expense ratio.
Dividends
FGROX vs. WMKSX - Dividend Comparison
FGROX's dividend yield for the trailing twelve months is around 9.21%, less than WMKSX's 19.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGROX Emerald Growth Fund Institutional Class | 9.21% | 11.39% | 13.92% | 5.91% | 8.13% | 17.87% | 8.04% | 1.38% | 11.36% | 0.00% | 0.00% | 0.00% |
WMKSX WesMark Small Company Fund | 19.24% | 22.91% | 4.69% | 5.93% | 6.23% | 25.75% | 8.21% | 0.00% | 12.53% | 8.59% | 5.26% | 6.57% |
Frequently Asked Questions
FGROX and WMKSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGROX has higher volatility (8.22%) compared to WMKSX (3.63%). In terms of maximum drawdown, FGROX dropped -41.48% vs WMKSX's -64.09%.
FGROX currently has the higher Sharpe Ratio (1.81 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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